Jacket is a GPU engine for MATLAB.. Jacket
enables standard MATLAB code to run on the GPU,
connecting the user-friendliness of MATLAB
directly to the speed and visual computing
capability of the GPU.

Jacket is not another GPU API, nor is it simply a
collection of GPU MEX functions. Rather, it is a
complete and transparent system, automatically
making memory transfer and execution optimization
decisions. Jacket uses a compile on-the-fly
system to allow GPU functions to run in MATLAB's
interpretive style. Currently, Jacket is built on
NVIDIA's CUDA technology.